Boyfriends roommate

Okay so I'm dating this guy named Alex, I like him a lot! We were friends for about 2 years and recently on a trip he asked me out! We've been dating for 3 months now, and you know we've had sex a few times😏😂 But the problem is he shares his room with one of his roommates and we typically just sleep over at my place, but the other day he said we should spend the night at his place. I'm totally cool with sleeping at his place, but his roommate is always there and I feel a little awkward being there! And when we want to fool around a feel bad kicking him out (cause he's also a good friend of mine) what would you guys do In that situation??